The National Working Group for benchmark reform (NWG) would like to invite stakeholders and financial market participants to review for consultation paper on the review and analysis of alternative interest rate indices.
The consultation deadline has been extended to 1 July 2024.
Comments on the recommendations should be sent to: kontakt@gpwbenchmark.pl.
Consultation paper on the review and analysis of alternative interest rate indices (document updated on June 11, 2024)
file .pdf, 13.5MBAppendix No. 1: Questionnaire of assessment of the proposed RFR indices
file .xlsx, 19.9kBAppendix No. 2: Trajectory and Eligible Transactions Pool features of RFR indices
file .xlsx, 358.3kBAppendix No. 3: Sensitivity analysis
file .pdf, 7.6MBAppendix No. 4: Compound rates
file .xlsx, 299.9kB